PortfoliosLab logoPortfoliosLab logo
ISIN
US01878T4004
Inception Date
Dec 11, 2012
Category
Long-Short
Min. Investment
$2,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

ASILX Performance Chart

AB Select US Long/Short Portfolio (ASILX) is up 4.8% since the beginning of the year. ASILX is currently trading at $15 per share. Investors who bought $1,000 worth of ASILX shares 5 years ago would now be looking at an investment worth $1,467.


Loading charts...

S&P 500 Index

Returns By Period

AB Select US Long/Short Portfolio (ASILX) has returned 4.76% so far this year and 12.66% over the past 12 months. Over the last ten years, ASILX has returned 9.19% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


AB Select US Long/Short Portfolio

1D
0.86%
1M
1.00%
YTD
4.76%
6M
5.34%
1Y
12.66%
3Y*
12.79%
5Y*
7.96%
10Y*
9.19%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASILX Monthly Returns History

Based on dividend-adjusted daily data since Dec 13, 2012, ASILX's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +5.5%, while the worst month was Mar 2020 at -5.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ASILX closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +5.0%, while the worst single day was Mar 16, 2020 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.90%-0.62%-1.86%3.85%2.43%0.07%4.76%
20252.68%0.00%-3.19%-0.40%2.03%2.91%1.22%1.46%1.50%0.80%0.37%0.12%9.77%
20241.70%4.00%2.52%-2.66%3.37%2.10%1.40%1.83%1.16%-0.19%4.14%-2.06%18.46%
20230.97%-1.52%1.22%1.85%-0.08%3.80%1.83%-1.35%-2.20%-0.39%4.05%2.58%11.06%
2022-2.19%-1.33%1.00%-4.36%0.29%-3.82%3.89%-1.62%-3.43%2.24%2.27%-2.95%-9.94%
2021-0.65%2.39%3.40%3.42%0.73%0.79%0.91%1.75%-2.67%4.77%-0.75%2.65%17.81%

Benchmark Metrics

AB Select US Long/Short Portfolio has an annualized alpha of 1.64%, beta of 0.50, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since December 13, 2012.

  • This fund participated in 55.84% of S&P 500 Index downside but only 53.21% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.50 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.64%
Beta
0.50
0.92
Upside Capture
53.21%
Downside Capture
55.84%

Expense Ratio

ASILX has a high expense ratio of 1.55%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ASILX ranks 78 for risk / return — better than 78% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ASILX Risk / Return Rank: 7878
Overall Rank
ASILX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ASILX Sortino Ratio Rank: 7575
Sortino Ratio Rank
ASILX Omega Ratio Rank: 7575
Omega Ratio Rank
ASILX Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASILX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AB Select US Long/Short Portfolio (ASILX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASILXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.46

1.36

+0.10

Calmar ratioReturn relative to maximum drawdown

3.66

2.71

+0.96

Martin ratioReturn relative to average drawdown

14.15

12.15

+2.00

Dividends

Dividend History

AB Select US Long/Short Portfolio provided a 12.55% dividend yield over the last twelve months, with an annual payout of $1.91 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.91$1.91$1.07$0.19$0.80$1.74$0.59$0.47$1.01$0.64$0.00$0.38

Dividend yield

12.55%13.15%7.18%1.41%6.51%11.92%4.28%3.54%8.71%5.03%0.00%3.35%

Monthly Dividends

The table displays the monthly dividend distributions for AB Select US Long/Short Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.91$1.91
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.07$1.07
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$0.80
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.74$1.74

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the AB Select US Long/Short Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AB Select US Long/Short Portfolio was 18.36%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current AB Select US Long/Short Portfolio drawdown is 0.20%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-18.36%Mar 2020
1mo 2d4mo 16d
5mo 18dFeb 2020 - Aug 2020
2023 correction2023
-12.30%Mar 2023
1y 2mo10mo 11d
2y 13dJan 2022 - Jan 2024
Rate-hike selloffLate 2018
-11.48%Dec 2018
2mo 21d4mo 3d
6mo 24dOct 2018 - Apr 2019
2016 pullback2016
-8.73%Feb 2016
11mo 15d5mo 4d
1y 4moMar 2015 - Jul 2016
2025 selloff2025
-7.94%Apr 2025
1mo 13d3mo
4mo 13dFeb 2025 - Jul 2025

Drawdown Indicators


ASILXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.36%

-56.78%

+38.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-9.10%

+5.49%

Max Drawdown (3Y)

Largest decline over 3 years

-7.94%

-18.90%

+10.96%

Max Drawdown (5Y)

Largest decline over 5 years

-12.30%

-25.43%

+13.13%

Max Drawdown (10Y)

Largest decline over 10 years

-18.36%

-33.92%

+15.56%

Current Drawdown

Current decline from peak

-0.20%

-1.29%

+1.09%

Average Drawdown

Average peak-to-trough decline

-2.46%

-10.72%

+8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.02%

-1.09%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with ASILX

Add AB Select US Long/Short Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ASILX